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~isPartOf:"Annals of finance"
~isPartOf:"Financial analysts' journal : FAJ"
~isPartOf:"Handbook of financial markets : securities, options and futures"
~isPartOf:"World scientific handbook in financial economics series"
~person:"Black, Fischer"
~person:"Bower, Dorothy"
~person:"Fabozzi, Frank J."
~person:"Livingston, Miles"
~subject:"Public bond"
~subject:"Statistical distribution"
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Annals of finance
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World scientific handbook in financial economics series
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ECONIS (ZBW)
6
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Fractals in trade duration : capturing long-range dependence and heavy tailedness in modeling trade duration
Sun, Wei
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Annals of finance
4
(
2008
)
2
,
pp. 217-241
Persistent link: https://www.econbiz.de/10003644932
Saved in:
2
Handbook of heavy-tailed distributions in asset management and risk management
Bianchi, Michele Leonardo
;
Stoyanov, Stoyan V.
; …
-
2019
Persistent link: https://www.econbiz.de/10012643535
Saved in:
3
Development of the market for US Treasury STRIPS
Gregory, Deborah W.
- In:
Financial analysts' journal : FAJ
48
(
1992
)
2
,
pp. 68-74
Persistent link: https://www.econbiz.de/10001122176
Saved in:
4
A one-factor model of interest rates and its application to treasury bond options
Black, Fischer
- In:
Financial analysts' journal : FAJ
46
(
1990
)
1
,
pp. 33-39
Persistent link: https://www.econbiz.de/10001085204
Saved in:
5
Municipal bonds
Feldstein, Sylvan G.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 404-431)
.
1986
Persistent link: https://www.econbiz.de/10001259049
Saved in:
6
Stripped treasury securities
Fabozzi, Frank J.
- In:
Handbook of financial markets : securities, options and …
,
(pp. 370-377)
.
1986
Persistent link: https://www.econbiz.de/10001259051
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